| Metric | btc_eth_ | BTCUSD |
|---|---|---|
| Time in Market | 62.0% | 100.0% |
| Cumulative Return | 471.91% | 171.99% |
| Max Drawdown | -15.33% | -67.18% |
| Sharpe | 1.04 | 0.41 |
| Sortino | 1.67 | 0.59 |
| Payoff Ratio | 1.15 | 1.11 |
| Profit Factor | 1.25 | 1.07 |
| Common Sense Ratio | 1.43 | 1.08 |
| CPC Index | 0.74 | 0.61 |
| Tail Ratio | 1.14 | 1.01 |
| Outlier Win Ratio | 12.61 | 3.72 |
| Outlier Loss Ratio | 6.31 | 3.51 |
| Volatility (ann.) | 12.68% | 25.8% |
| R^2 | 0.41 | 0.41 |
| Calmar | 4.2 | 0.49 |
| Skew | 1.3 | 0.18 |
| Kurtosis | 19.61 | 6.66 |
| Expected Daily % | 0.03% | 0.02% |
| Expected Monthly % | 4.14% | 2.35% |
| Expected Yearly % | 54.64% | 28.42% |
| Kelly Criterion | 8.88% | 7.46% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.06% | -2.19% |
| Expected Shortfall (cVaR) | -1.06% | -2.19% |
| Year | BTCUSD | btc_eth_ | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.91 | 8.37 | -0.14 | + |
| 2023 | 155.54 | 69.84 | 0.45 | - |
| 2024 | 121.00 | 135.31 | 1.12 | + |
| 2025 | 23.20 | 32.05 | 1.38 | + |
| Metric | btc_eth_ | BTCUSD |
|---|---|---|
| MTD | 12.96% | -0.64% |
| 3M | 23.87% | 8.01% |
| 6M | 27.05% | 17.85% |
| YTD | 32.05% | 23.2% |
| 1Y | 115.67% | 93.31% |
| 3Y (ann.) | 75.71% | 70.11% |
| 5Y (ann.) | 64.36% | 32.99% |
| Metric | btc_eth_ | BTCUSD |
|---|---|---|
| Max Drawdown | -15.33% | -67.18% |
| Longest DD Days | 122.0 | 683.0 |
| Avg. Drawdown | -2.18% | -6.73% |
| Avg. Drawdown Days | 9.0 | 35.0 |
| Recovery Factor | 30.78 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-31 | 2022-08-12 | -15.33 | 73 |
| 2025-01-24 | 2025-05-01 | -12.43 | 96 |
| 2023-06-23 | 2023-10-23 | -10.85 | 122 |
| 2023-05-06 | 2023-06-23 | -10.40 | 48 |
| 2022-09-13 | 2022-10-26 | -9.90 | 42 |
| 2024-12-19 | 2025-01-24 | -9.40 | 35 |
| 2022-11-05 | 2023-01-12 | -9.19 | 68 |
| 2023-12-28 | 2024-02-09 | -8.35 | 42 |
| 2025-06-20 | 2025-07-02 | -8.20 | 12 |
| 2022-08-13 | 2022-09-09 | -7.82 | 27 |
| Metric | btc_eth_ | BTCUSD |
|---|---|---|
| Best Day | 7.49% | 9.33% |
| Worst Day | -5.85% | -9.32% |
| Best Week | 18.09% | 35.75% |
| Worst Week | -7.66% | -29.64% |
| Best Month | 39.88% | 43.77% |
| Worst Month | -9.09% | -37.12% |
| Best Year | 135.31% | 155.54% |
| Worst Year | 8.37% | -60.91% |
| Avg. Up Day | 0.59% | 0.92% |
| Avg. Down Day | -0.52% | -0.82% |
| Avg. Up Week | 3.74% | 6.38% |
| Avg. Down Week | -1.75% | -4.59% |
| Avg. Up Month | 9.32% | 14.86% |
| Avg. Down Month | -2.98% | -10.98% |
| Win Days % | 51.33% | 51.29% |
| Win Month % | 65.12% | 60.47% |
| Win Week % | 55.49% | 50.8% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 75.0% |